The wind direction is important when you use rocks and other land features to take cover from wind - you get indication on screen that you are "shielded", can go faster and freeze less. For example if you go by the river, you can stick to the left or right riverbank, whichever gives you cover. But in most cases the exact wind direction is not important as you can see approximate one from snowfall and other visual effects.
Game is saved when you enter or leave location/building. IIRC you cannot save when you are out in the open.
Game is saved when you enter or leave location/building. IIRC you cannot save when you are out in the open.